ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary
Previous Current
19-Jan-2016 20-Jan-2016 Change Change % Previous Week
Open 1,000.0 979.8 -20.2 -2.0% 1,035.0
High 1,000.0 990.2 -9.8 -1.0% 1,035.0
Low 981.8 979.8 -2.0 -0.2% 1,000.4
Close 981.8 990.2 8.4 0.9% 1,000.4
Range 18.2 10.4 -7.8 -42.9% 34.6
ATR 13.5 13.3 -0.2 -1.7% 0.0
Volume 1 2 1 100.0% 1
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,018.0 1,014.5 996.0
R3 1,007.5 1,004.0 993.0
R2 997.3 997.3 992.0
R1 993.8 993.8 991.3 995.5
PP 986.8 986.8 986.8 987.5
S1 983.3 983.3 989.3 985.0
S2 976.3 976.3 988.3
S3 966.0 972.8 987.3
S4 955.5 962.5 984.5
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,115.8 1,092.8 1,019.5
R3 1,081.3 1,058.0 1,010.0
R2 1,046.5 1,046.5 1,006.8
R1 1,023.5 1,023.5 1,003.5 1,017.8
PP 1,012.0 1,012.0 1,012.0 1,009.0
S1 988.8 988.8 997.3 983.0
S2 977.3 977.3 994.0
S3 942.8 954.3 991.0
S4 908.3 919.8 981.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,015.0 979.8 35.2 3.6% 5.8 0.6% 30% False True
10 1,053.6 979.8 73.8 7.5% 3.3 0.3% 14% False True
20 1,155.4 979.8 175.6 17.7% 1.5 0.2% 6% False True
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,034.5
2.618 1,017.5
1.618 1,007.0
1.000 1,000.5
0.618 996.8
HIGH 990.3
0.618 986.3
0.500 985.0
0.382 983.8
LOW 979.8
0.618 973.3
1.000 969.5
1.618 963.0
2.618 952.5
4.250 935.5
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 988.5 990.3
PP 986.8 990.3
S1 985.0 990.0

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These figures are updated between 7pm and 10pm EST after a trading day.

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